8 citations · 53 across the 24 of their papers we have counts for
3 papers · 1 filter
Bootstrap percolation in directed and inhomogeneous random graphs
Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou
Bootstrap percolation is a process that is used to model the spread of an infection on a given graph. In the model considered here each vertex is equipped with an individual thresh…
A Unified Approach to Systemic Risk Measures via Acceptance Sets
Francesca Biagini, Jean-Pierre Fouque, Marco Frittelli +1
The financial crisis has dramatically demonstrated that the traditional approach to apply univariate monetary risk measures to single institutions does not capture sufficiently the…
Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle
David R. Baños, Sindre Duedahl, Thilo Meyer-Brandis +1
In this paper we aim at employing a compactness criterion of Da Prato, Malliavin, Nualart for square integrable Brownian functionals to construct unique strong solutions of SDE's u…